I do have a printed list of the prisoners from Sibley's Brigade who were exchanged at Vicksburg in September 1862. There is no one named Finley listed. I checked the name of every prisoner in the 5th Texas Cavalry and also those for the 2nd, 4th, and 7th Regiments. The muster rolls for the 5th Texas Cavalry are reasonably complete for the period of the New Mexico Campaign. It seems unlikely that a person could have served in this regiment during that time and not be found on the muster rolls.